Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49161.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 5037.3 Kr¶

PnL: ---------------------------------------> -142.7 Kr¶

DD now: ---------------------------------> -7.453 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-26 09:23:41.948057'

Anic Portfolio¶

Today¶

Return: -0.139 %¶

This Week¶

Return: -0.139 %¶

Total portfolio value¶

Return including deposits: 60.942 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 6 0.400000 936.000000 24.000000 2.630000 912.000000
Sandvik 4 -0.790000 808.400000 -39.600000 -4.670000 848.000000
Hexagon B 26 -0.350000 3292.900000 -127.100000 -3.720000 3420.000012
TOTAL 5037.300000 -142.700000 -7.45285% 5180.000012

Updated:¶

'2023-06-26 09:23:58.573856'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶